+642.6%
GS vs CBOE
+385.3%
+257.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | +3.4% | -4.6% | +8.0% | +4.6% |
| 30D | +0.2% | +2.6% | -2.4% | -0.6% |
| 3M | -0.3% | +4.9% | -5.3% | -2.6% |
| 6M | +27.4% | -2.2% | +29.5% | +25.5% |
| YTD | +19.6% | +17.7% | +1.9% | +10.8% |
| 1Y | +42.5% | +26.1% | +16.4% | +28.8% |
| 3Y | +240.4% | +97.1% | +143.3% | +150.7% |
| 5Y | +188.9% | +149.2% | +39.7% | +89.2% |
| 10Y | +642.6% | +385.1% | +257.5% | +227.8% |
| All | +642.6% | +385.3% | +257.3% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling